+49.3%
RMD vs ULTA
+28.6%
+20.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | -4.2% | -3.9% | -0.3% | -3.6% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +13.8% | +13.8% | 0.0% | +11.1% |
| 6M | -10.6% | -17.2% | +6.6% | -8.5% |
| YTD | -8.1% | -11.5% | +3.4% | -7.0% |
| 1Y | -18.0% | +3.9% | -21.9% | -19.3% |
| All | +49.3% | +28.6% | +20.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling